Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model48
Reduced model51-31.570280377497160.208766740740906


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model48
Reduced model51-31.452527947074610.239288076624776